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Fluctuations of martingales and winning probabilities of game contestants - MaRDI portal

Fluctuations of martingales and winning probabilities of game contestants

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Publication:388914

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DOI10.1214/EJP.v18-2422zbMath1300.60060arXiv1211.2045MaRDI QIDQ388914

Mykhaylo Shkolnikov, David J. Aldous

Publication date: 17 January 2014

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.2045

zbMATH Keywords

fluctuations martingale Wright-Fisher diffusion entrance boundary upcrossing

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Probabilistic games; gambling (91A60)

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